+208.2%
TGT vs D
+34.1%
+174.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.6% |
| 7D | -3.6% | -0.4% | -3.1% | -3.4% |
| 30D | +4.4% | -2.1% | +6.5% | +5.1% |
| 3M | +25.4% | -0.7% | +26.1% | +25.6% |
| 6M | +33.4% | +5.6% | +27.8% | +30.4% |
| YTD | +65.6% | +14.6% | +51.0% | +57.3% |
| 1Y | +80.3% | +15.3% | +64.9% | +70.6% |
| 3Y | +42.1% | +59.1% | -17.0% | +18.0% |
| 5Y | -25.0% | +3.9% | -28.9% | -27.8% |
| 10Y | +208.2% | +38.5% | +169.7% | +186.1% |
| All | +208.2% | +34.1% | +174.2% | +186.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded D wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling